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Bonds

Bonds

Section: User Commands (1) Updated: 22 October 2008 Local index Up
 

NAME

Bonds - Example of bond pricing  

SYNOPSIS

Bonds  

DESCRIPTION

Bonds is an example of using QuantLib.

It shows how to set up a term structure and then price some simple bonds. The last part is dedicated to peripherical computations such as yield-to-price or price-to-yield.

 

SEE ALSO

The source code Bonds.cpp, BermudanSwaption(1), CallableBonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), FittedBondCurve(1), FRA(1), MarketModels(1), Replication(1), Repo(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org.

 

AUTHORS

The QuantLib Group (see Authors.txt).

This manual page was added by Luigi Ballabio .

 

Index

NAME
SYNOPSIS
DESCRIPTION
SEE ALSO
AUTHORS
This document was created by man2html, using the manual pages.
Time: 21:09:41 GMT, April 16, 2011